Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.495 +0.03 Show Price Chart 98.475 98.51 98.465 459,899
10-Year T-Note Futures ZNH7 MAR 2017 MAR 2017 125'200 +0'185 Show Price Chart 125'050 125'215 125'025 2,262,311
Ultra 10-Year U.S. Treasury Note Futures TNH7 MAR 2017 MAR 2017 135'250 +0'285 Show Price Chart 135'010 135'265 134'305 142,390
30 Day Federal Funds Futures ZQJ7 APR 2017 APR 2017 99.275 -0.005 Show Price Chart 99.28 99.285 99.275 175,946
5-Year USD MAC Swap Futures F1UH7 MAR 2017 97'260 +0'100 Show Price Chart 97'210 97'270 97'210 2,684
10-Year USD MAC Swap Futures N1UH7 MAR 2017 94'235 +0'200 Show Price Chart 94'100 94'255 94'100 2,610
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.9075 +0.0025 Show Price Chart 98.9075 98.9175 98.90 314,150
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.755 +0.015 Show Price Chart 98.74 98.76 98.735 308,236
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.635 +0.025 Show Price Chart 98.62 98.645 98.61 201,995
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.495 +0.03 Show Price Chart 98.475 98.51 98.465 459,899
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.395 +0.04 Show Price Chart 98.365 98.41 98.36 242,927
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.285 +0.045 Show Price Chart 98.255 98.30 98.245 250,506
Eurodollar Futures GEU8 SEP 2018 SEP 2018 98.185 +0.05 Show Price Chart 98.15 98.20 98.145 149,719
Eurodollar Futures GEZ8 DEC 2018 DEC 2018 98.075 +0.055 Show Price Chart 98.035 98.085 98.025 265,000
30 Day Federal Funds Futures ZQJ7 APR 2017 APR 2017 99.275 -0.005 Show Price Chart 99.28 99.285 99.275 175,946
2-Year Eurodollar Bundle Futures BU2H7 MAR 2017 MAR 2017 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3H7 MAR 2017 MAR 2017 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5H7 MAR 2017 MAR 2017 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTH7 MAR 2017 MAR 2017 108'200 +0'032 Show Price Chart 108'172 108'202 108'170 653,214
5-Year T-Note Futures ZFH7 MAR 2017 MAR 2017 118'155 +0'110 Show Price Chart 118'065 118'162 118'055 1,485,165
10-Year T-Note Futures ZNH7 MAR 2017 MAR 2017 125'200 +0'185 Show Price Chart 125'050 125'215 125'025 2,262,311
Ultra 10-Year U.S. Treasury Note Futures TNH7 MAR 2017 MAR 2017 135'250 +0'285 Show Price Chart 135'010 135'265 134'305 142,390
Ultra U.S. Treasury Bond Futures UBH7 MAR 2017 MAR 2017 163'12 +2'01 Show Price Chart 161'19 163'16 161'12 229,204
U.S. Treasury Bond Futures ZBH7 MAR 2017 MAR 2017 153'09 +1'15 Show Price Chart 152'01 153'12 151'28 490,059

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UH7 MAR 2017 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UH7 MAR 2017 97'260 +0'100 Show Price Chart 97'210 97'270 97'210 2,684
7-Year USD MAC Swap Futures S1UH7 MAR 2017 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UH7 MAR 2017 94'235 +0'200 Show Price Chart 94'100 94'255 94'100 2,610
20-Year USD MAC Swap Futures E1UH7 MAR 2017 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UH7 MAR 2017 91'25 +1'13 Show Price Chart 91'08 91'25 91'08 102
2-Year Euro MAC Swap Futures T1EH7 MAR 2017 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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